Device in wrong state

If you completely fail to get a response from the modem then you probably need to run the usb_modeswitch utility. You can check if this is the problem using lsusb. Below are the correct and incorrect values.

PPPD dying

If you start connecting, but lose it with pppd dying (like below), then re-check your /etc/wvdial.conf file. Your card may need a pin before it can be used. Or, as in my case, I had a typo where I had written "internet.saunalahti" instead of "saunalahti.internet" :)

Permission errors

If you get permission errors then you aren't running wvdial with leveraged privileges. Adding yourself to groups dialout and dip will get you a bit further, but the initial connection still needs to be run as root as files /etc/ppp/chap-secrets and /etc/ppp/pap-secrets are only writable to root. There is a guide for gentoo for setting up ppp access as non-root, but I have yet to try it myself.